Better sanitation of inputs (#44)

Author: lsbardel

app/volatility_surface.py

@@ -101,12 +101,16 @@ def _(index, pd, surface):
 
 @app.cell
 def _(surface):
-    surface.term_structure()
-    return
+    ts = surface.term_structure()
+    ts
+    return (ts,)
 
 
 @app.cell
-def _():
+def _(ts):
+    from quantflow.utils import plot
+
+    plot.plot_lines(ts, x="ttm", y="rate_percent")
     return
 
 

docs/api/options/svi.md

@@ -0,0 +1,3 @@
+# SVI Volatility Smile
+
+::: quantflow.options.svi.SVI

docs/api/options/vol_surface.md

@@ -19,6 +19,8 @@
 
 ::: quantflow.options.surface.FwdPrice
 
+::: quantflow.options.surface.ImpliedFwdPrice
+
 ::: quantflow.options.surface.Strike
 
 ::: quantflow.options.surface.OptionArrays

mkdocs.yml

@@ -72,6 +72,7 @@ nav:
           - Calibration: api/options/calibration.md
           - Deep IV Factor Model: api/options/divfm.md
           - Pricer: api/options/pricer.md
+          - SVI Smile: api/options/svi.md
           - Volatility Surface: api/options/vol_surface.md
       - Stochastic Processes:
           - api/sp/index.md

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "quantflow"
-version = "0.6.3"
+version = "0.7.0"
 description = "quantitative analysis"
 authors = [ { name = "Luca Sbardella", email = "luca@quantmind.com" } ]
 license = "BSD-3-Clause"
@@ -91,6 +91,11 @@ theme = "dark"
 asyncio_mode = "auto"
 testpaths = [ "quantflow_tests" ]
 
+[tool.coverage.report]
+exclude_also = [
+    "@abstractmethod",
+]
+
 [tool.isort]
 profile = "black"